Related papers: Correlation function of a random scalar field evol…
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…
We provide a probabilistic proof of a well known connection between a special case of the Allen-Cahn equation and mean curvature flow. We then prove a corresponding result for scaling limits of the spatial $\Lambda$-Fleming-Viot process…
We study the passive transport of a scalar field by a spatially smooth but white-in-time incompressible Gaussian random velocity field on $\mathbb{R}^d$. If the velocity field $u$ is homogeneous, isotropic, and statistically self-similar,…
We prove the non-equilibrium fluctuations for the one-dimensional symmetric simple exclusion process with a slow bond. This generalizes a result of T. Franco, A. Neumann and P. Gon\c{c}alves (2013), which dealt with the equilibrium…
Transport properties of a two-band system with spectral nodes are studied in the presence of random scattering. Starting from a Grassmann functional integral, we derive a bosonic representation that is based on random phase fluctuations.…
The evolution of a passive scalar field is considered for a slowly varying stratified medium, which is convected in an incompressible sheared flow with many overlapping static flux islands. Within the quasilinear/random phase approximation,…
We present results of direct numerical simulations of passive scalar advection and diffusion in turbulent rotating flows. Scaling laws and the development of anisotropy are studied in spectral space, and in real space using an axisymmetric…
We show that the spatially homogeneous Boltzmann equation evolves as the gradient flow of the entropy with respect to a suitable geometry on the space of probability measures which takes the collision process into account. This gradient…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
We propose exact results for the full counting statistics, or the scaled cumulant generating function, pertaining to the transfer of arbitrary conserved quantities across an interface in homogeneous integrable models out of equilibrium. We…
We prove a new result relating solutions of the scaled fractional Allen--Cahn equation to motion by mean curvature flow, motivated by the motion of hybrid zones in populations that exhibit long range dispersal. Our proof is purely…
We formulate a class of stochastic partial differential equations based on Kelvin's circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own…
We consider the propagation of both fully coherent and partially coherent complex scalar fields, through linear shift-invariant imaging systems. The state of such imaging systems is characterized by a countable infinity of aberration…
Recently, Kalkreuter obtained the complete Dirac spectrum for an $SU(2)$ lattice gauge theory with dynamical staggered fermions on a $12^4$ lattice for $\beta =1.8$ and $\beta=2.8$. We performed a statistical analysis of his data and found…
The Green-Kubo formula relates the spatial diffusion coefficient to the stationary velocity autocorrelation function. We derive a generalization of the Green-Kubo formula valid for systems with long-range or nonstationary correlations for…
This work investigates the long-time asymptotic behavior of a diffusing passive scalar advected by fluid flow in a straight channel with a periodically varying cross-section. The goal is to derive an asymptotic expansion for the scalar…
We study effects of turbulent mixing on the random growth of an interface in the problem of the deposition of a substance on a substrate. The growth is modelled by the well-known Kardar--Parisi--Zhang model. The turbulent advecting velocity…
We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…
We study the coupled equations describing fluctuations of scalars and the metric about background solutions of N=8 gauged supergravity which are dual to boundary field theories with renormalization group flow. For the case of a kink…
We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…